Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47869.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46474.2 Kr¶

PnL: ---------------------------------------> -414.37 Kr¶

DD now: ---------------------------------> -1.564 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:07:22.956721'

Anic Portfolio¶

Today¶

Return: 0.706 %¶

This Week¶

Return: 0.706 %¶

Total¶

Return: 56.711 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.830000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 3.670000 666.700000 89.700000 15.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.150000 438.400000 83.400000 23.490000 355.000000
HMS Networks 2 1.070000 719.600000 46.600000 6.920000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.070000 269.760000 23.760000 9.660000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
OEM International B 7 1.690000 546.000000 18.000000 3.410000 527.999997
Intrum 4 2.070000 543.400000 16.400000 3.110000 527.000000
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
AcadeMedia 12 0.770000 565.680000 8.680000 1.560000 557.000004
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Resurs Holding 22 -0.830000 580.140000 6.140000 1.070000 573.999998
Essity B 2 0.420000 578.800000 4.800000 0.840000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 1.230000 570.600000 0.600000 0.110000 570.000000
Handelsbanken A 5 0.140000 546.500000 0.500000 0.090000 546.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.130000 560.250000 -3.750000 -0.660000 564.000000
CTEK 13 0.930000 522.730000 -11.270000 -2.110000 533.999999
SAAB B 8 2.100000 3351.200000 -25.800000 -0.760000 3377.000000
International Petroleum Corp. 5 2.400000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -0.970000 528.320000 -84.680000 -13.810000 612.999432
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.440000 3571.100000 -184.900000 -4.920000 3756.000001
Ovzon 52 4.690000 3135.600000 -226.400000 -6.730000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46474.200000 -414.370000 -1.56449% 46888.564618

Updated:¶

'2023-01-16 12:07:35.519274'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶